Validity of the expectations hypothesis of the term structure of interest rates : the case of Saudi Arabia
Nizar Harrathi and Hamed M. Alhoshan
| Year of publication: |
2020
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|---|---|
| Authors: | Harrathi, Nizar ; Alhoshan, Hamed M. |
| Published in: |
Review of Middle East economics and finance. - Berlin : De Gruyter, ISSN 1475-3693, ZDB-ID 2112761-X. - Vol. 16.2020, 1, p. 1-18
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| Subject: | term structure of interest rates | expectations hypothesis | Campbell and Shiller methodology | cointegration | vector autoregression | Zinsstruktur | Yield curve | Theorie | Theory | Kointegration | Cointegration | Erwartungsbildung | Expectation formation | Saudi-Arabien | Saudi Arabia | Schätzung | Estimation | VAR-Modell | VAR model | Rationale Erwartung | Rational expectations |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/rmeef-2019-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299802